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Dynamic correlations across REIT sub-sectors

Chong, James; Krystalogianni, Alexandra; Stevenson, Simon - 2011

Persistent link: https://www.econbiz.de/10009376404

Credit line availability and utilization in REITs

Hardin, William G.; Hill, Matthew D. - In: The journal of real estate research 33 (2011) 4, pp. 507-530

Persistent link: https://www.econbiz.de/10009491974

Modelling the dependence structure between Australian equity and real estate markets : a copula approach

Rong, Ning; Trück, Stefan - In: Australasian accounting business and finance journal : AABF 8 (2014) 5, pp. 93-113

Persistent link: https://www.econbiz.de/10010520425

Contagion and downside risk in the REIT market during the subprime mortgage crisis

Chen, Ming-Chi; Tsai, Hsiu-Jung; Sing, Tien-foo; Yang, … - In: International journal of strategic property management 19 (2015) 1, pp. 42-57

Persistent link: https://www.econbiz.de/10011302960

Dynamic correlations between REIT sub-sectors and the implications for diversification

Chong, James; Krystalogianni, Alexandra; Stevenson, Simon - In: Applied financial economics 22 (2012) 13/15, pp. 1089-1109

Persistent link: https://www.econbiz.de/10009625468

Korrelationsanalyse europäischer indirekter Immobilienanlagen

Tegtmeier, Lars - In: Corporate finance / Biz 4 (2013) 2, pp. 61-67

Persistent link: https://www.econbiz.de/10009717140

An international analysis of REITs and stock portfolio management based on dynamic conditional correlation models

Lee, Yen-Hsien - In: Financial markets and portfolio management 28 (2014) 2, pp. 165-180

Persistent link: https://www.econbiz.de/10010358299

The correlation and contagion effect between us reits and Japan reits : based on the ARMAX-GJR-GARCH-copula models

Peng, Miin-yu; Lee, Wo-chiang - 2013

The article discuss the relationship between US REITs and Japan REITs. In empirical study, we apply five static ARMAX-GJR-GARCH copula models and two time-varying dynamic copula models. The results show that the kendall tau is lower before the submortgage crisis. The contagion effect test...

Persistent link: https://www.econbiz.de/10009788557

Short- and long-term links among Turkish and global securitized real estate markets

Aksoy, Mine - In: The empirical economics letters : a monthly … 12 (2013) 1, pp. 95-104

Persistent link: https://www.econbiz.de/10010257986

Time-varying correlation between stock market returns and real estate returns

Heaney, Richard A.; Sriananthakumar, Sivagowry - In: Journal of empirical finance 19 (2012) 4, pp. 583-594

Persistent link: https://www.econbiz.de/10009615660